Puedes utilizar los mci commands de la libreria AXMCI:
'Set initial property values of the media device
MMControl1.Notify = False
MMControl1.Wait = True
MMControl1.Shareable = False
MMControl1.DeviceType = "Waveaudio"
'Open the media device
MMControl1.Command = "Open"
Cualquier cosa en este link consigues mas informacion:
http://msdn.microsoft.com/library/default....amcicontrol.asp